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Robust H_∞ filter design for continuous-time nonhomogeneous markov jump systems

Cunkang Bian  Mingang Hua  Dandan Zheng  
【摘要】:This paper studies the problem of H_∞ filter design for continuous-time nonhomogeneous markov jump systems.The time-varying transition probabilities in continuous-time domain are considered to be in a polytopic type. By constructing a Lyapunov function and fully considering the information of filter parameters, the stochastic stability and a prescribed H_∞ performance index are guaranteed in terms of Linear Matrix Inequalities(LMIs). A numerical example and an example of a mechanical system are provided to illustrate the feasibility and the effectiveness of the proposed approach.

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